Effect of rounding errors on the variable metric method

DOI10.1007/BF02196600MaRDI QIDQ1321455zbMATH OpenFDO

Authors L. C. W. Dixon, D. J. Mills

Publication date 27 April 1994

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02196600

zbMATH Keywords

quasi-Newton methodsrounding errorsunconstrained optimizationvariable metric algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Nonlinear programming (90C30)

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Cites work

• On a conjecture of Dixon and other topics in variable metric methods
• Truncated Newton method for sparse unconstrained optimization using automatic differentiation

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(3)

• Improved sampling strategies for ensemble-based optimization
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• Properties of the affine‐invariant ensemble sampler's ‘stretch move’ in high dimensions

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